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What Do Regressions of Interest on Inflation Show?

In: Annals of Economic and Social Measurement, Volume 2, number 3

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  • Thomas J. Sargent

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  • Thomas J. Sargent, 1973. "What Do Regressions of Interest on Inflation Show?," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 3, pages 289-301, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:9905
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    References listed on IDEAS

    as
    1. Gibson, William E, 1970. "Price Expectations Effects on Interest Rates," Journal of Finance, American Finance Association, vol. 25(1), pages 19-34, March.
    2. Thomas J. Sargent, 1972. "Anticipated Inflation and the Nominal Rate of Interest," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 86(2), pages 212-225.
    3. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
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    Citations

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    Cited by:

    1. Pelaez, Rolando F., 1995. "The Fisher effect: Reprise," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 333-346.
    2. Lawrence H. Summers, 1982. "The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect," NBER Working Papers 0836, National Bureau of Economic Research, Inc.
    3. Benjamin Klein, 1975. "Our New Monetary Standard: The Measurement and Effects of Price Uncertainty," UCLA Economics Working Papers 062, UCLA Department of Economics.
    4. Lester D. Taylor, 1974. "Price Expectations and Households' Demand for Financial Assets," NBER Chapters, in: Explorations in Economic Research, Volume 1, number 2, pages 258-339, National Bureau of Economic Research, Inc.

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